+192.7%
ECHO vs TT
+899.5%
-706.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.2% |
| 7D | +8.6% | +1.6% | +7.0% | +7.8% |
| 30D | +3.8% | -7.3% | +11.1% | +7.2% |
| 3M | -19.9% | -2.6% | -17.3% | -19.4% |
| 6M | -12.1% | +5.9% | -18.0% | -15.0% |
| YTD | -14.1% | +15.4% | -29.5% | -20.9% |
| 1Y | +15.9% | +8.2% | +7.6% | +9.5% |
| 3Y | +417.8% | +122.7% | +295.2% | +238.1% |
| 5Y | +259.3% | +145.0% | +114.3% | +118.4% |
| 10Y | +192.7% | +893.7% | -701.0% | -6.7% |
| All | +192.7% | +899.5% | -706.8% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling